Seasonality PLAT 30 years

calculation: arith
plot_real_quotes: False
pad: 120
calculation_segments: zigzag_rdp
use_calculation_segments: rdp
use_sg: False
history seasonal curves

window_years	season_year	plot_year	corr	hit_rate_returns	hit_rate_segments	avg_real	ratio_total	ratio_segments
30	2019	2020	-0.599869	0.496032	0.285714	0.008077	1.40	0.92
30	2020	2021	0.435929	0.509960	0.555556	-0.006903	-1.30	-0.85
30	2021	2022	-0.088017	0.476000	0.454545	0.007747	1.40	1.23
30	2022	2023	0.286266	0.530120	0.571429	-0.012736	-0.99	-1.28
30	2023	2024	0.052329	0.476000	0.333333	-0.008951	-1.08	-1.12
30	2024	2025	-0.428499	0.473896	0.571429	0.183736	16.42	19.33
30	2025	2026	-0.458103	0.451613	0.666667	-0.008168	-0.59	-0.35

seasonal

compare

key_figures

Segmente

Plot

2019

2020

Corr: -0.5999

Hit Rate Returns: 0.4960

Hit Rate Segments: 0.2857

Avg Real: 0.0081

Type	Start	End	Season	Real	OK
L	01-01	02-15	0.118	-0.016	✘
H	02-15	03-29	-0.020	-0.256	✔
L	03-29	04-19	0.036	0.053	✔
H	04-19	12-22	-0.073	0.237	✘
L	12-22	12-31	0.127	0.065	✔

2020

2021

Corr: 0.4359

Hit Rate Returns: 0.5100

Hit Rate Segments: 0.5556

Avg Real: -0.0069

Type	Start	End	Season	Real	OK
L	01-01	02-16	0.119	0.179	✔
H	02-16	03-22	-0.032	-0.073	✔
L	03-22	04-19	0.042	0.022	✔
H	04-19	12-22	-0.054	-0.226	✔
L	12-22	12-31	0.128	-0.002	✘

2021

2022

Corr: -0.0880

Hit Rate Returns: 0.4760

Hit Rate Segments: 0.4545

Avg Real: 0.0077

Type	Start	End	Season	Real	OK
L	01-01	02-16	0.135	0.112	✔
H	02-16	03-19	-0.035	-0.042	✔
L	03-19	04-19	0.045	-0.048	✘
H	04-19	12-22	-0.062	-0.014	✔
L	12-22	12-31	0.146	0.096	✔

2022

2023

Corr: 0.2863

Hit Rate Returns: 0.5301

Hit Rate Segments: 0.5714

Avg Real: -0.0127

Type	Start	End	Season	Real	OK
L	01-01	02-16	0.141	-0.151	✘
H	02-16	03-22	-0.033	0.053	✘
L	03-22	04-19	0.044	0.103	✔
H	04-19	09-06	-0.029	-0.167	✔
H	09-06	10-04	-0.051	-0.039	✔
L	10-04	12-22	0.015	0.096	✔
L	12-22	12-31	0.153	0.015	✔

2023

2024

Corr: 0.0523

Hit Rate Returns: 0.4760

Hit Rate Segments: 0.3333

Avg Real: -0.0090

Type	Start	End	Season	Real	OK
L	01-01	02-16	0.130	-0.078	✘
H	02-16	03-22	-0.028	-0.012	✔
L	03-22	04-19	0.047	0.050	✔
H	04-19	09-19	-0.042	0.042	✘
H	09-19	10-04	-0.046	0.003	✘
L	10-04	12-22	0.019	-0.062	✘
L	12-22	12-31	0.140	-0.055	✘

2024

2025

Corr: -0.4285

Hit Rate Returns: 0.4739

Hit Rate Segments: 0.5714

Avg Real: 0.1837

Type	Start	End	Season	Real	OK
L	01-01	02-16	0.121	0.099	✔
H	02-16	03-22	-0.030	-0.022	✔
L	03-22	04-19	0.051	0.001	✔
H	04-19	09-19	-0.040	0.503	✘
H	09-19	10-04	-0.045	0.224	✘
L	10-04	12-22	0.017	0.577	✔
L	12-22	12-31	0.131	-0.106	✘

2025

2026

Corr: -0.4581

Hit Rate Returns: 0.4516

Hit Rate Segments: 0.6667

Avg Real: -0.0082

Type	Start	End	Season	Real	OK
L	01-01	02-16	0.137	-0.031	✘
H	02-16	03-30	-0.030	-0.053	✔
L	03-30	06-06	0.056	0.036	✔